+96.9%
GLD vs TECH
+29.6%
+67.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.5% | +0.5% | -6.0% | -5.5% |
| 3M | -10.9% | +1.1% | -12.0% | -10.9% |
| 6M | -17.4% | +62.8% | -80.3% | -19.2% |
| YTD | -10.3% | +24.5% | -34.8% | -11.5% |
| 1Y | -7.2% | +20.6% | -27.8% | -8.3% |
| 3Y | +96.9% | +29.5% | +67.4% | +95.3% |
| All | +96.9% | +29.6% | +67.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling